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math.ST2025
Affine invariant interacting Langevin dynamics in Markov chain importance sampling for rare event estimation
Jason Beh, Jérôme Morio, Florian Simatos +1
This work considers the framework of Markov chain importance sampling~(MCIS), in which one employs a Markov chain Monte Carlo~(MCMC) scheme to sample particles approaching the opti…
math.ST2020★ 1 cited
Consistency analysis of bilevel data-driven learning in inverse problems
Neil K. Chada, Claudia Schillings, Xin T. Tong +1
One fundamental problem when solving inverse problems is how to find regularization parameters. This article considers solving this problem using data-driven bilevel optimization,…